@clear-street/clearstreet 0.0.0 → 0.72.0

package/src/resources/v1/instruments.ts

@@ -0,0 +1,609 @@
+// File generated from our OpenAPI spec by Stainless. See CONTRIBUTING.md for details.
+
+import { APIResource } from '../../core/resource';
+import * as Shared from '../shared';
+import * as OrdersAPI from './orders';
+import * as V1API from './v1';
+import { APIPromise } from '../../core/api-promise';
+import { RequestOptions } from '../../internal/request-options';
+import { path } from '../../internal/utils/path';
+
+/**
+ * Retrieve core details and discovery endpoints for tradable instruments.
+ */
+export class Instruments extends APIResource {
+  /**
+   * Retrieves detailed information for a specific instrument.
+   *
+   * @example
+   * ```ts
+   * const response =
+   *   await client.v1.instruments.getInstrumentByID(
+   *     '182bd5e5-6e1a-4fe4-a799-aa6d9a6ab26e',
+   *   );
+   * ```
+   */
+  getInstrumentByID(
+    instrumentID: OrdersAPI.InstrumentIDOrSymbol,
+    query: InstrumentGetInstrumentByIDParams | null | undefined = {},
+    options?: RequestOptions,
+  ): APIPromise<InstrumentGetInstrumentByIDResponse> {
+    return this._client.get(path`/v1/instruments/${instrumentID}`, { query, ...options });
+  }
+
+  /**
+   * Retrieves a list of tradeable instruments.
+   *
+   * @example
+   * ```ts
+   * const response =
+   *   await client.v1.instruments.getInstruments();
+   * ```
+   */
+  getInstruments(
+    query: InstrumentGetInstrumentsParams | null | undefined = {},
+    options?: RequestOptions,
+  ): APIPromise<InstrumentGetInstrumentsResponse> {
+    return this._client.get('/v1/instruments', { query, ...options });
+  }
+
+  /**
+   * List options contracts.
+   *
+   * Returns options contracts for a given underlier with options-specific metadata.
+   * Exactly one underlier identifier must be provided.
+   *
+   * @example
+   * ```ts
+   * const response =
+   *   await client.v1.instruments.getOptionContracts();
+   * ```
+   */
+  getOptionContracts(
+    query: InstrumentGetOptionContractsParams | null | undefined = {},
+    options?: RequestOptions,
+  ): APIPromise<InstrumentGetOptionContractsResponse> {
+    return this._client.get('/v1/instruments/options/contracts', { query, ...options });
+  }
+
+  /**
+   * Search instruments by symbol, alternate identifier, or company name.
+   *
+   * The `q` parameter is case-insensitive and supports ticker symbols, alternate
+   * identifiers such as CUSIP, ISIN, OPRA root, and CMS identifiers, and company
+   * names for non-option instruments. Results are ranked by match quality plus
+   * instrument quality signals including log-scaled ADV, listing status,
+   * marginability, easy-to-borrow status, and OTC, restricted, and liquidation-only
+   * penalties. Defaults to the `EQUITY` asset class (common stocks, preferred
+   * shares, ADRs, ETFs, and exchange-traded mutual funds). Pass `asset_class=OPTION`
+   * to search option contracts by symbol or alternate identifier.
+   *
+   * @example
+   * ```ts
+   * const response =
+   *   await client.v1.instruments.searchInstruments({ q: 'q' });
+   * ```
+   */
+  searchInstruments(
+    query: InstrumentSearchInstrumentsParams,
+    options?: RequestOptions,
+  ): APIPromise<InstrumentSearchInstrumentsResponse> {
+    return this._client.get('/v1/instruments/search', { query, ...options });
+  }
+}
+
+/**
+ * The type of options contract
+ */
+export type ContractType = 'CALL' | 'PUT';
+
+/**
+ * The exercise style of an options contract
+ */
+export type ExerciseStyle = 'AMERICAN' | 'EUROPEAN';
+
+/**
+ * Represents a tradable financial instrument.
+ */
+export interface Instrument {
+  /**
+   * Unique OEMS instrument identifier (UUID)
+   */
+  id: string;
+
+  /**
+   * The ISO country code of the instrument's issue
+   */
+  country_of_issue: string;
+
+  /**
+   * The ISO currency code in which the instrument is traded
+   */
+  currency: string;
+
+  /**
+   * Indicates if the instrument is classified as Easy-To-Borrow
+   */
+  easy_to_borrow: boolean;
+
+  /**
+   * Indicates if the instrument supports fractional-quantity orders
+   */
+  is_fractionable: boolean;
+
+  /**
+   * Indicates if the instrument is liquidation only and cannot be bought
+   */
+  is_liquidation_only: boolean;
+
+  /**
+   * Indicates if the instrument is marginable
+   */
+  is_marginable: boolean;
+
+  /**
+   * Indicates if the instrument is a publicly traded partnership (PTP). PTP sales
+   * are subject to a 10% withholding tax for non-US tax residents.
+   */
+  is_ptp: boolean;
+
+  /**
+   * Indicates if short selling is prohibited for the instrument
+   */
+  is_short_prohibited: boolean;
+
+  /**
+   * Indicates if the instrument is on the Regulation SHO Threshold Security List
+   */
+  is_threshold_security: boolean;
+
+  /**
+   * Indicates if the instrument is tradable
+   */
+  is_tradable: boolean;
+
+  /**
+   * The trading symbol for the instrument
+   */
+  symbol: string;
+
+  /**
+   * The MIC code of the primary listing venue
+   */
+  venue: string;
+
+  /**
+   * Average daily share volume from the security definition.
+   */
+  adv?: string | null;
+
+  /**
+   * The expiration date for options instruments
+   */
+  expiry?: string | null;
+
+  /**
+   * The type of security (e.g., Common Stock, ETF)
+   */
+  instrument_type?: V1API.SecurityType | null;
+
+  /**
+   * The percent of a long position's value you must post as margin
+   */
+  long_margin_rate?: string | null;
+
+  /**
+   * The full name of the instrument or its issuer
+   */
+  name?: string | null;
+
+  /**
+   * Notional ADV (`adv × previous_close`). The primary liquidity signal used by
+   * `/instruments/search` ranking. Computed at response time so it stays consistent
+   * with whatever `adv` and `previous_close` show.
+   */
+  notional_adv?: string | null;
+
+  /**
+   * Available options expiration dates for this instrument. Present only when
+   * `include_options_expiry_dates=true` in the request.
+   */
+  options_expiry_dates?: Array<string> | null;
+
+  /**
+   * Last close price from the security definition.
+   */
+  previous_close?: string | null;
+
+  /**
+   * The percent of a short position's value you must post as margin
+   */
+  short_margin_rate?: string | null;
+
+  /**
+   * The strike price for options instruments
+   */
+  strike_price?: string | null;
+}
+
+export interface InstrumentCore {
+  /**
+   * Unique OEMS instrument identifier (UUID)
+   */
+  id: string;
+
+  /**
+   * The ISO country code of the instrument's issue
+   */
+  country_of_issue: string;
+
+  /**
+   * The ISO currency code in which the instrument is traded
+   */
+  currency: string;
+
+  /**
+   * Indicates if the instrument is classified as Easy-To-Borrow
+   */
+  easy_to_borrow: boolean;
+
+  /**
+   * Indicates if the instrument supports fractional-quantity orders
+   */
+  is_fractionable: boolean;
+
+  /**
+   * Indicates if the instrument is liquidation only and cannot be bought
+   */
+  is_liquidation_only: boolean;
+
+  /**
+   * Indicates if the instrument is marginable
+   */
+  is_marginable: boolean;
+
+  /**
+   * Indicates if the instrument is a publicly traded partnership (PTP). PTP sales
+   * are subject to a 10% withholding tax for non-US tax residents.
+   */
+  is_ptp: boolean;
+
+  /**
+   * Indicates if short selling is prohibited for the instrument
+   */
+  is_short_prohibited: boolean;
+
+  /**
+   * Indicates if the instrument is on the Regulation SHO Threshold Security List
+   */
+  is_threshold_security: boolean;
+
+  /**
+   * Indicates if the instrument is tradable
+   */
+  is_tradable: boolean;
+
+  /**
+   * The trading symbol for the instrument
+   */
+  symbol: string;
+
+  /**
+   * The MIC code of the primary listing venue
+   */
+  venue: string;
+
+  /**
+   * Average daily share volume from the security definition.
+   */
+  adv?: string | null;
+
+  /**
+   * The expiration date for options instruments
+   */
+  expiry?: string | null;
+
+  /**
+   * The type of security (e.g., Common Stock, ETF)
+   */
+  instrument_type?: V1API.SecurityType | null;
+
+  /**
+   * The percent of a long position's value you must post as margin
+   */
+  long_margin_rate?: string | null;
+
+  /**
+   * The full name of the instrument or its issuer
+   */
+  name?: string | null;
+
+  /**
+   * Notional ADV (`adv × previous_close`). The primary liquidity signal used by
+   * `/instruments/search` ranking. Computed at response time so it stays consistent
+   * with whatever `adv` and `previous_close` show.
+   */
+  notional_adv?: string | null;
+
+  /**
+   * Last close price from the security definition.
+   */
+  previous_close?: string | null;
+
+  /**
+   * The percent of a short position's value you must post as margin
+   */
+  short_margin_rate?: string | null;
+
+  /**
+   * The strike price for options instruments
+   */
+  strike_price?: string | null;
+}
+
+export type InstrumentCoreList = Array<InstrumentCore>;
+
+/**
+ * The listing type of an options contract
+ */
+export type ListingType = 'STANDARD' | 'FLEX' | 'OTC';
+
+/**
+ * An options contract with options-specific metadata
+ */
+export interface OptionsContract {
+  /**
+   * OEMS instrument identifier
+   */
+  id: string;
+
+  /**
+   * Whether this is a CALL or PUT
+   */
+  contract_type: ContractType;
+
+  /**
+   * ISO currency code
+   */
+  currency: string;
+
+  /**
+   * MIC code of the primary listing venue
+   */
+  exchange: string;
+
+  /**
+   * Exercise style
+   */
+  exercise_style: ExerciseStyle;
+
+  /**
+   * Expiration date
+   */
+  expiry: string;
+
+  /**
+   * Whether the contract is liquidation-only
+   */
+  is_liquidation_only: boolean;
+
+  /**
+   * Whether the contract is marginable
+   */
+  is_marginable: boolean;
+
+  /**
+   * Listing type
+   */
+  listing_type: ListingType;
+
+  /**
+   * Contract multiplier (100 for standard options)
+   */
+  multiplier: string;
+
+  /**
+   * Strike price
+   */
+  strike_price: string;
+
+  /**
+   * OSI symbol (e.g. "AAPL 251219C00150000")
+   */
+  symbol: string;
+
+  /**
+   * Open interest (number of outstanding contracts), if available
+   */
+  open_interest?: number | null;
+
+  /**
+   * OEMS instrument ID of the underlying instrument, if resolvable
+   */
+  underlying_instrument_id?: string | null;
+}
+
+export type OptionsContractList = Array<OptionsContract>;
+
+export interface InstrumentGetInstrumentByIDResponse extends Shared.BaseResponse {
+  /**
+   * Represents a tradable financial instrument.
+   */
+  data: Instrument;
+}
+
+export interface InstrumentGetInstrumentsResponse extends Shared.BaseResponse {
+  data: InstrumentCoreList;
+}
+
+export interface InstrumentGetOptionContractsResponse extends Shared.BaseResponse {
+  data: OptionsContractList;
+}
+
+export interface InstrumentSearchInstrumentsResponse extends Shared.BaseResponse {
+  data: InstrumentCoreList;
+}
+
+export interface InstrumentGetInstrumentByIDParams {
+  /**
+   * When true, include unique options expiry dates for this instrument
+   */
+  include_options_expiry_dates?: boolean | null;
+}
+
+export interface InstrumentGetInstrumentsParams {
+  /**
+   * Filter by easy to borrow status
+   */
+  easy_to_borrow?: boolean;
+
+  /**
+   * Comma-separated OEMS instrument UUIDs
+   */
+  instrument_ids?: Array<string>;
+
+  /**
+   * Filter by instrument type (e.g. COMMON_STOCK, OPTION)
+   */
+  instrument_type?: 'COMMON_STOCK' | 'OPTION' | 'CASH';
+
+  /**
+   * Filter by liquidation only status
+   */
+  is_liquidation_only?: boolean;
+
+  /**
+   * Filter by marginable status
+   */
+  is_marginable?: boolean;
+
+  /**
+   * Filter by publicly traded partnership (PTP) status
+   */
+  is_ptp?: boolean;
+
+  /**
+   * Filter by short prohibited status
+   */
+  is_short_prohibited?: boolean;
+
+  /**
+   * Filter by threshold security status
+   */
+  is_threshold_security?: boolean;
+
+  /**
+   * The number of items to return per page. Only used when page_token is not
+   * provided.
+   */
+  page_size?: number;
+
+  /**
+   * Token for retrieving the next or previous page of results. Contains encoded
+   * pagination state; when provided, page_size is ignored.
+   */
+  page_token?: string;
+}
+
+export interface InstrumentGetOptionContractsParams {
+  /**
+   * Filter by contract type: CALL or PUT
+   */
+  contract_type?: ContractType;
+
+  /**
+   * Filter to contracts expiring on this date (YYYY-MM-DD)
+   */
+  expiry?: string;
+
+  /**
+   * The number of items to return per page. Only used when page_token is not
+   * provided.
+   */
+  page_size?: number;
+
+  /**
+   * Token for retrieving the next or previous page of results. Contains encoded
+   * pagination state; when provided, page_size is ignored.
+   */
+  page_token?: string;
+
+  /**
+   * Underlier symbol (e.g., AAPL, SPX)
+   */
+  underlier?: string;
+
+  /**
+   * OEMS instrument UUID or symbol of the underlying equity/index
+   */
+  underlying_instrument_id?: OrdersAPI.InstrumentIDOrSymbol;
+}
+
+export interface InstrumentSearchInstrumentsParams {
+  /**
+   * Search term applied case-insensitively to ticker symbols, alternate identifiers
+   * (CUSIP, ISIN, OPRA root, CMS), and company names for non-option instruments.
+   * Option searches match symbols and alternate identifiers.
+   */
+  q: string;
+
+  /**
+   * Comma-separated asset classes (EQUITY|OPTION|WARRANT|BOND|FX|OTHER). Defaults to
+   * EQUITY.
+   */
+  asset_class?: string;
+
+  /**
+   * Optional listing-country filter (e.g., US).
+   */
+  country?: string;
+
+  /**
+   * Optional ISO currency filter (e.g., USD).
+   */
+  currency?: string;
+
+  /**
+   * Include inactive instruments. Default false.
+   */
+  include_inactive?: boolean;
+
+  /**
+   * Include publicly traded partnership (PTP) instruments. Default true (penalized
+   * in ranking).
+   */
+  include_ptp?: boolean;
+
+  /**
+   * The number of items to return per page. Only used when page_token is not
+   * provided.
+   */
+  page_size?: number;
+
+  /**
+   * Token for retrieving the next or previous page of results. Contains encoded
+   * pagination state; when provided, page_size is ignored.
+   */
+  page_token?: string;
+}
+
+export declare namespace Instruments {
+  export {
+    type ContractType as ContractType,
+    type ExerciseStyle as ExerciseStyle,
+    type Instrument as Instrument,
+    type InstrumentCore as InstrumentCore,
+    type InstrumentCoreList as InstrumentCoreList,
+    type ListingType as ListingType,
+    type OptionsContract as OptionsContract,
+    type OptionsContractList as OptionsContractList,
+    type InstrumentGetInstrumentByIDResponse as InstrumentGetInstrumentByIDResponse,
+    type InstrumentGetInstrumentsResponse as InstrumentGetInstrumentsResponse,
+    type InstrumentGetOptionContractsResponse as InstrumentGetOptionContractsResponse,
+    type InstrumentSearchInstrumentsResponse as InstrumentSearchInstrumentsResponse,
+    type InstrumentGetInstrumentByIDParams as InstrumentGetInstrumentByIDParams,
+    type InstrumentGetInstrumentsParams as InstrumentGetInstrumentsParams,
+    type InstrumentGetOptionContractsParams as InstrumentGetOptionContractsParams,
+    type InstrumentSearchInstrumentsParams as InstrumentSearchInstrumentsParams,
+  };
+}